Implied Volatility (Mean) (30-Day)
Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.
Y-mAbs Therapeutics, Inc. (YMAB) had 30-Day Implied Volatility (Mean) of 1.1177 for 2024-05-24.